System any good?

Quote from NYDreamer:

By the long periods of inactivity and relatively large jumps, I conclude that the number of trades is small. Too small a sample size to conclude whether the system is any good or not.

Also, were the drawdowns accomplished by just a few trades gone bad? Then be prepared for a world of hurt...
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Using the VIX ETNs, yes, very small. Most months have 0-3 trades.
Using VIX Futures, the strategy would trade at least a little bit every day.

This is 2000 days of data, so I'm comfortable with the sample size.
 
Quote from vinc:

very good system , if it ever stops working go to the thread ' Making money with a losing
strategy' for some answers .. either way you are a winner :)
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Hiyooooooo...
 
Quote from FCXoptions:

Are you just using indicators for this doing it manually? Or is this a program you are running?
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I input the data right before market close - the system spits out a decision (long, neutral, short) and I enter the trade manually.

+97.60% YTD through June 2012.
 
Looks like your doing a quite a bit of short trading in addition to long trading...

The simplest way to get rich with VIX is wait for a 30+ spike... Wait a month for the market to settle down a little and buy dips. Wait for euphoria then sell...

Warren buffet style trading.

Buy the crashes sell into the euphoria. Sub 20 VIX.

Most people don't have the balls for it.


Backtest that and it gives you an equity curve even better than this guy...
 
Quote from RangeTrader:

Looks like your doing a quite a bit of short trading in addition to long trading...

The simplest way to get rich with VIX is wait for a 30+ spike... Wait a month for the market to settle down a little and buy dips. Wait for euphoria then sell...

Warren buffet style trading.

Buy the crashes sell into the euphoria. Sub 20 VIX.

Most people don't have the balls for it.


Backtest that and it gives you an equity curve even better than this guy...
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so have you backtested your 'simple' way?

you must be worth tens of millions if it is that easy, right?
 
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